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PRWU.L vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PRWU.LSCHD
YTD Return17.68%13.54%
1Y Return26.65%20.48%
Sharpe Ratio2.451.69
Daily Std Dev12.19%11.82%
Max Drawdown-16.16%-33.37%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.5

The correlation between PRWU.L and SCHD is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

PRWU.L vs. SCHD - Performance Comparison

In the year-to-date period, PRWU.L achieves a 17.68% return, which is significantly higher than SCHD's 13.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
8.14%
7.39%
PRWU.L
SCHD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRWU.L vs. SCHD - Expense Ratio Comparison

PRWU.L has a 0.05% expense ratio, which is lower than SCHD's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for PRWU.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

PRWU.L vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF DR (C) (PRWU.L) and Schwab US Dividend Equity ETF (SCHD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


PRWU.L
Sharpe ratio
The chart of Sharpe ratio for PRWU.L, currently valued at 2.67, compared to the broader market0.002.004.002.67
Sortino ratio
The chart of Sortino ratio for PRWU.L, currently valued at 3.75, compared to the broader market-2.000.002.004.006.008.0010.0012.003.75
Omega ratio
The chart of Omega ratio for PRWU.L, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for PRWU.L, currently valued at 3.16, compared to the broader market0.005.0010.0015.003.16
Martin ratio
The chart of Martin ratio for PRWU.L, currently valued at 16.32, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.32
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 2.03, compared to the broader market0.002.004.002.03
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 2.93, compared to the broader market-2.000.002.004.006.008.0010.0012.002.93
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 1.92, compared to the broader market0.005.0010.0015.001.92
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 10.46, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.46

PRWU.L vs. SCHD - Sharpe Ratio Comparison

The current PRWU.L Sharpe Ratio is 2.45, which is higher than the SCHD Sharpe Ratio of 1.69. The chart below compares the 12-month rolling Sharpe Ratio of PRWU.L and SCHD.


Rolling 12-month Sharpe Ratio1.001.502.002.50AprilMayJuneJulyAugustSeptember
2.67
2.03
PRWU.L
SCHD

Dividends

PRWU.L vs. SCHD - Dividend Comparison

PRWU.L has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 2.57%.


TTM20232022202120202019201820172016201520142013
PRWU.L
Amundi Prime Global UCITS ETF DR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
2.57%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

PRWU.L vs. SCHD - Drawdown Comparison

The maximum PRWU.L drawdown since its inception was -16.16%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PRWU.L and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember00
PRWU.L
SCHD

Volatility

PRWU.L vs. SCHD - Volatility Comparison

Amundi Prime Global UCITS ETF DR (C) (PRWU.L) has a higher volatility of 4.01% compared to Schwab US Dividend Equity ETF (SCHD) at 3.14%. This indicates that PRWU.L's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.01%
3.14%
PRWU.L
SCHD